Jeff deGraaf's Macro Bets

Barry Ritholtz is a Bloomberg View columnist. He founded Ritholtz Wealth Management and was chief executive and director of equity research at FusionIQ, a quantitative research firm. He blogs at the Big Picture and is the author of “Bailout Nation: How Greed and Easy Money Corrupted Wall Street and Shook the World Economy.”Read More.

This week on our Masters in Business podcast, we speak with Jeff deGraaf, co-founder and chief analyst with financial research firm Renaissance Macro Research. DeGraaf formerly was chief technical researcher at Lehman Brothers and has been Institutional Investor’s No.1-rated technical analyst for 11 years running.

In our discussion, deGraaf described the RenMac proprietary database he helped to develop as the “secret sauce" that researchers use to compare market metrics against a universe of economic, corporate, technical and other quantitative data. This allows deGraaf and his teams to make probabilistic macro bets on likely outcomes of different events.

Barry Ritholtz is a Bloomberg View columnist. He founded Ritholtz Wealth Management and was chief executive and director of equity research at FusionIQ, a quantitative research firm. He blogs at the Big Picture and is the author of “Bailout Nation: How Greed and Easy Money Corrupted Wall Street and Shook the World Economy.”Read more